Gaara from Naruto - he was turned into a monster by his own father and his father tried to kill him
Naruto- treated like an monster even though he saved everyone
Sasuke-saw his whole clan being killed by his OWN brother
Lucy-just watch the series
Kyo and Akito from Furuba- their past is bad but the ending was good. I think
Allen from D. Grayman- abandoned by parent, revived foster father, then killed foster father, and get cursed too
Those people from Tokko
Natsume from Gakuen Alice-his town get burned down by his sister's alice then he took the blame and had to take on missions or more loved ones will die
Enma Ai from Jigoku Shoujo
Shito( I think that was his name) from Zombie Loan - being immortal doesn't help and turning into zombie doesn't help either.

Gaara from Naruto - he was turned into a monster by his own father and his father tried to kill him
Naruto- treated like an monster even though he saved everyone
Sasuke-saw his whole clan being killed by his OWN brother
Lucy-just watch the series
Kyo and Akito from Furuba- their past is bad but the ending was good. I think
Allen from D. Grayman- abandoned by parent, revived foster father, then killed foster father, and get cursed too
Those people from Tokko
Natsume from Gakuen Alice-his town get burned down by his sister's alice then he took the blame and had to take on missions or more loved ones will die
Enma Ai from Jigoku Shoujo
Shito( I think that was his name) from Zombie Loan - being immortal doesn't help and turning into zombie doesn't help either.

The anime that has a tragic past,... for me its Enma Ai, being a sacrifice then, to be killed by her own village people, and the person that she only thrust. parents that has been killed infront of you, not only that being buried alive!!!.. what a past... don't you think?